+29.7%
EQIX vs TECK
+59.3%
-29.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +4.3% | -0.4% | +3.2% |
| 7D | +4.6% | +2.3% | +2.4% | +4.2% |
| 30D | +3.0% | -5.0% | +8.0% | +3.6% |
| 3M | +0.7% | -0.3% | +1.0% | +0.7% |
| 6M | -1.7% | +13.9% | -15.6% | -3.5% |
| YTD | +39.7% | +35.2% | +4.5% | +32.0% |
| 1Y | +29.7% | +57.5% | -27.8% | +19.6% |
| All | +29.7% | +59.3% | -29.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling